-2.9%
VMC vs FIVE
+54.5%
-57.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +15.8% | +17.7% | -1.8% | +12.9% |
| 3M | +0.6% | +4.0% | -3.4% | -0.2% |
| 6M | -4.0% | +2.6% | -6.6% | -4.5% |
| YTD | -0.3% | +27.6% | -27.9% | -7.3% |
| All | -2.9% | +54.5% | -57.4% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling